CME British Pound Future December 2011
Trading Metrics calculated at close of trading on 15-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.6102 |
1.6026 |
-0.0076 |
-0.5% |
1.6117 |
High |
1.6102 |
1.6026 |
-0.0076 |
-0.5% |
1.6117 |
Low |
1.6102 |
1.6026 |
-0.0076 |
-0.5% |
1.5989 |
Close |
1.6102 |
1.6026 |
-0.0076 |
-0.5% |
1.5996 |
Range |
|
|
|
|
|
ATR |
0.0061 |
0.0062 |
0.0001 |
1.7% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
15 |
|
Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6026 |
1.6026 |
1.6026 |
|
R3 |
1.6026 |
1.6026 |
1.6026 |
|
R2 |
1.6026 |
1.6026 |
1.6026 |
|
R1 |
1.6026 |
1.6026 |
1.6026 |
1.6026 |
PP |
1.6026 |
1.6026 |
1.6026 |
1.6026 |
S1 |
1.6026 |
1.6026 |
1.6026 |
1.6026 |
S2 |
1.6026 |
1.6026 |
1.6026 |
|
S3 |
1.6026 |
1.6026 |
1.6026 |
|
S4 |
1.6026 |
1.6026 |
1.6026 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6418 |
1.6335 |
1.6066 |
|
R3 |
1.6290 |
1.6207 |
1.6031 |
|
R2 |
1.6162 |
1.6162 |
1.6019 |
|
R1 |
1.6079 |
1.6079 |
1.6008 |
1.6057 |
PP |
1.6034 |
1.6034 |
1.6034 |
1.6023 |
S1 |
1.5951 |
1.5951 |
1.5984 |
1.5929 |
S2 |
1.5906 |
1.5906 |
1.5973 |
|
S3 |
1.5778 |
1.5823 |
1.5961 |
|
S4 |
1.5650 |
1.5695 |
1.5926 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6026 |
2.618 |
1.6026 |
1.618 |
1.6026 |
1.000 |
1.6026 |
0.618 |
1.6026 |
HIGH |
1.6026 |
0.618 |
1.6026 |
0.500 |
1.6026 |
0.382 |
1.6026 |
LOW |
1.6026 |
0.618 |
1.6026 |
1.000 |
1.6026 |
1.618 |
1.6026 |
2.618 |
1.6026 |
4.250 |
1.6026 |
|
|
Fisher Pivots for day following 15-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6026 |
1.6049 |
PP |
1.6026 |
1.6041 |
S1 |
1.6026 |
1.6034 |
|